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Crisis-Robust Bond Portfolios

Szafarz, Ariane; Brière, Marie (2008), Crisis-Robust Bond Portfolios, The Journal of Fixed Income, 18, 2, p. 57-70

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Type
Article accepté pour publication ou publié
Date
2008
Journal name
The Journal of Fixed Income
Volume
18
Number
2
Publisher
NY Euromoney Institutional Investor PLC
Pages
57-70
Metadata
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Author(s)
Szafarz, Ariane
Brière, Marie
Subjects / Keywords
Asset allocation; bond market; volatility; portfolio management
JEL
G12 - Asset Pricing; Trading Volume; Bond Interest Rates
G11 - Portfolio Choice; Investment Decisions